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Concept of Probability and Probability Distribution

Concept of Probability and Probability Distribution

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Published by Abhijit Kar Gupta
This lecture note, originally prepared for the geography students, is a brief introduction on the subject. The approach is kept simple and examples are given.
This lecture note, originally prepared for the geography students, is a brief introduction on the subject. The approach is kept simple and examples are given.

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Published by: Abhijit Kar Gupta on Dec 08, 2008
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03/25/2013

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Dr.
Abhijit Kar Gupta
, Phys. Dept, Panskura Banamali College, WB, India, e-mail: kg.abhi@gmail.com
The Concept of Probability and Probability Distribution
The concept of probability applies to a
random event 
. It is associated with chance and its prediction in mathematical terms.
Example:
 The outcome of a coin tossing, the throwing of dice in the game of Ludo, hitting a targetwith a gun, whether it will rain today etc.If a similar event occurs many times, sometimes the outcome of the events is favorable(that means that I am looking for) and other times it is not. For example, if we toss a cointhe outcome will be either Head or Tail. Suppose, I want Head, then one of the twooutcomes is favourable here. In case of Dice throwing, if I want six, then one of the 6 possible outcomes is favourable. Thus if the dice is face up with ‘six’, it is favourableotherwise it is not.We can calculate the relative frequency of the favouravle events by taking the ratio of number of favourable events with the total number of events. This ratio can be different if the number of events or trials are different. When the total number of events (or trials) ismade very large, the relative frequency tends towards a fixed value. This can then be saidto be the probability of occurrence of that event. It is a positive value, a fraction between0 and 1 by definition.
Definition of Probability:
Probability (p) is the ratio of the number of favourable events (n) to the total number of events when the total number of events (N) is made very large.
 N n p
=
, where
 N 
is very large.Thus if 
 N n
=
, all the events are favourable,1
=
 p
.When no events are favourable,
0
=
n
,0
=
 p
. We have10
<<
 p
.Suppose,
=
m
the number of events that are not favourable. We can write,
 N mn
=+
.
We can write, the probability of not occurring the particular outcome is
 N n N n N  N mq
===
1=
 p
1.Thus we have.1
=+
q p
This says, in any trial, something must happen, either in favouor not in favour.Example:The probability of occurring Head in a coin toss is2/1
=
 p
. The probability of notoccurring Head (or occurring Tail) is.2/1
=
q
Thus12/12/1
=+==
q p
. In other waywe can say that the probability of occurring Head21
=
 H 
 p
and the probability of occurring Tail21
=
 p
, so that1
=+
 H 
 p p
.1
 
Dr.
Abhijit Kar Gupta
, Phys. Dept, Panskura Banamali College, WB, India, e-mail: kg.abhi@gmail.com
Thus the sum of the probabilities of all the events is = 1. This is also called  Normalization.
For a dice throw, among 6 different outcomes, the probability of occurring one, is61
1
=
 p
, the probability of occurrence of two is61
2
=
 p
and so on. Thus
=+++++
654321
 p p p p p p
+
61
+
61
+
61
+
61
+
6161=1.
Problem:
A box contains 4 identical balls, one red and three blue. What is the probability of drawing a red ball from the box?
Disjoint events:
If two random events A and B do not occur at the same time, that is, either A occurs or Band one is not dependent on other, they are called disjoint (mutually exclusive) events.
Addition of Probabilities:
Suppose in a given experiment, a random event A occurs with probability)(
 A p
andanother with probability)(
 B p
. If the two events are disjoint or mutually exclusive, thenthe joint probability of the two events, that is, the probability that either the event A or Bwill take place, is given by 
 P 
(A or B) = P(A) + P(B).Two events are
complimentary
when no other events occur other than these. In that caseP(A) + P(B) = 1. In this case it is said that the events A and B form a
complete group
.If the random events A, B, C, D form a complete group then P(A)+P(B)+P(C)+P(D)=1.
Example:
In the case of coin tossing, P(H or T) = P(H) + P(T) = ½ + ½ =1.In the case of Dice throwing, the probability of occurring ‘six’ or ‘one’,P(6 or 1) = P(6) + P(1) =1/6 + 1/6 = 2/6.
Example:
Two fair dice are
 
thrown. What will be the probability that the total score iseither 10 or each score on each dice is more than 4?The event A: (5,5), (4,6), (6,4)
P(A) =121363
=
. The event B: (5,5), (5,6), (6,5), (6,6)
P(B) =91364
=
 
P(A or B) =61366
=
. However, P(A) + P(B) =36791121
=+
. ThusP(A or B)
P(A) + P(B). The events A and B are
not mutually exclusive
.2
 
Dr.
Abhijit Kar Gupta
, Phys. Dept, Panskura Banamali College, WB, India, e-mail: kg.abhi@gmail.com
Multiplication of Probabilities:
If the two events A and B are independent then the joint probability of occurring the twoevents at the same time is
 P 
(A and B) = P(A) + P(B).
Example:
If we toss two coins together, then there will be 4 kinds of events (HH, HT, TH, TT). For any of the events to occur, the probability is4/1
====
TT TH  HT  HH 
 P  P  P  P 
. Again, wemay see that1
=+++
TT TH  HT  HH 
 P  P  P  P 
. So we may say that the probability of occurringeither HH or HT or TH or TT is given by the rule of addition of probabilities.Also we see that the probability of any of the events, say
 H  H  HH 
 P  P  P 
×=×==
212141and
 H  HT 
 P  P  P 
×=×==
212141etc. Note that the event of head or tail in two coins happensthe same time and they are independent. The joint probability of any number of independent events taking place at the same time is the product of the probabilities for theindividual events.
Conditional Probability:
If A and B are two events and the event B happens only when A happens, the conditional probability of B given A is denoted by P(B/A).
The probability that both the events happen together isP(A and B) = P(B/A)
×
P(A).
Problem:
In a population of 100, there are 60 men and 40 women. Among the men 20are graduates and among the women 10 are graduates. What is the probability of findinga graduate woman if we pick a person randomly from the population?
 Solution.
If we choose from the women only, the probability that the woman will begraduate is P(G/W) =414010
=
. However, the probability that the chosen person will be awoman is P(W) =10410040
=
. Thus the probability that the chosen person will be womanand a graduate is P(W and G) = P(G/W).P(W) =10110441
=×
.Find out the probability that the randomly chosen person will be graduate man.3

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